Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.495894 0.552933 0.616412 0.692781 0.782815 0.886396 1.015768
2025-01-19 0.410875 0.478342 0.558163 0.660892 0.791580 0.955097 1.179831
2025-01-26 0.368783 0.444298 0.538158 0.665942 0.839561 1.073856 1.426373
2025-02-02 0.337907 0.418737 0.523425 0.672991 0.888393 1.199976 1.711438
2025-02-09 0.308787 0.391369 0.501945 0.666353 0.915150 1.297680 1.977824
2025-02-16 0.288107 0.372663 0.489370 0.669454 0.955148 1.421546 2.321521
2025-02-23 0.263588 0.346104 0.462593 0.647463 0.951642 1.472416 2.547441
2025-03-02 0.240899 0.320131 0.434038 0.618999 0.932675 1.491816 2.716257
2025-03-09 0.229646 0.309659 0.427269 0.623740 0.969877 1.619799 3.159704
2025-03-16 0.224083 0.306964 0.431776 0.646939 1.042686 1.832024 3.889997
2025-03-23 0.216323 0.300261 0.429267 0.657703 1.093912 2.012289 4.631427
2025-03-30 0.207926 0.291917 0.423312 0.661555 1.132066 2.173268 5.410621
2025-04-06 0.197988 0.280846 0.412579 0.656692 1.154219 2.309014 6.223500
2025-04-13 0.184940 0.264044 0.391096 0.629828 1.126373 2.315654 6.591781
2025-04-20 0.178904 0.258127 0.387500 0.636209 1.171326 2.523335 7.919761
2025-04-27 0.173556 0.252964 0.384744 0.643817 1.220379 2.759021 9.634188
2025-05-04 0.166538 0.244613 0.375782 0.638145 1.237662 2.909268 11.124995
2025-05-11 0.161416 0.239125 0.371479 0.641406 1.277081 3.142593 13.451382
2025-05-18 0.153234 0.228037 0.356376 0.620856 1.253985 3.165443 14.470688
2025-05-25 0.144732 0.216036 0.338968 0.594082 1.211568 3.112184 14.902225
2025-06-01 0.141106 0.212234 0.336378 0.598625 1.251622 3.365633 18.301203
2025-06-08 0.139982 0.212668 0.341617 0.620577 1.342520 3.851281 25.450392
2025-06-15 0.137397 0.210391 0.341563 0.630763 1.402994 4.250337 33.642239